| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
19,520 |
18,920 |
-600 |
-3.1% |
19,470 |
| High |
19,623 |
19,149 |
-474 |
-2.4% |
19,650 |
| Low |
19,450 |
18,890 |
-560 |
-2.9% |
19,188 |
| Close |
19,608 |
19,142 |
-466 |
-2.4% |
19,608 |
| Range |
173 |
259 |
86 |
49.7% |
462 |
| ATR |
343 |
370 |
27 |
7.8% |
0 |
| Volume |
187 |
115 |
-72 |
-38.5% |
642 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,837 |
19,749 |
19,284 |
|
| R3 |
19,578 |
19,490 |
19,213 |
|
| R2 |
19,319 |
19,319 |
19,189 |
|
| R1 |
19,231 |
19,231 |
19,166 |
19,275 |
| PP |
19,060 |
19,060 |
19,060 |
19,083 |
| S1 |
18,972 |
18,972 |
19,118 |
19,016 |
| S2 |
18,801 |
18,801 |
19,095 |
|
| S3 |
18,542 |
18,713 |
19,071 |
|
| S4 |
18,283 |
18,454 |
19,000 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,868 |
20,700 |
19,862 |
|
| R3 |
20,406 |
20,238 |
19,735 |
|
| R2 |
19,944 |
19,944 |
19,693 |
|
| R1 |
19,776 |
19,776 |
19,650 |
19,860 |
| PP |
19,482 |
19,482 |
19,482 |
19,524 |
| S1 |
19,314 |
19,314 |
19,566 |
19,398 |
| S2 |
19,020 |
19,020 |
19,523 |
|
| S3 |
18,558 |
18,852 |
19,481 |
|
| S4 |
18,096 |
18,390 |
19,354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,650 |
18,890 |
760 |
4.0% |
218 |
1.1% |
33% |
False |
True |
109 |
| 10 |
19,700 |
18,725 |
975 |
5.1% |
256 |
1.3% |
43% |
False |
False |
173 |
| 20 |
20,166 |
18,725 |
1,441 |
7.5% |
284 |
1.5% |
29% |
False |
False |
185 |
| 40 |
21,927 |
18,725 |
3,202 |
16.7% |
246 |
1.3% |
13% |
False |
False |
152 |
| 60 |
21,927 |
18,725 |
3,202 |
16.7% |
220 |
1.2% |
13% |
False |
False |
131 |
| 80 |
21,927 |
18,725 |
3,202 |
16.7% |
205 |
1.1% |
13% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,250 |
|
2.618 |
19,827 |
|
1.618 |
19,568 |
|
1.000 |
19,408 |
|
0.618 |
19,309 |
|
HIGH |
19,149 |
|
0.618 |
19,050 |
|
0.500 |
19,020 |
|
0.382 |
18,989 |
|
LOW |
18,890 |
|
0.618 |
18,730 |
|
1.000 |
18,631 |
|
1.618 |
18,471 |
|
2.618 |
18,212 |
|
4.250 |
17,789 |
|
|